ASHOKLEY Options

Date: 28Nov2013 Expiry date: 28Nov2013

Underlying Price: 16.45 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

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Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
15.0 1.5 48.0 369000.0 22.0 0.999 -0.0 0.00632 0.003 0.06 1.45
17.5 0.05 81.0 2403000.0 147.0 0.02 -0.01 0.09953 0.051 0.0 0.0
20.0 0.05 47.3666646011 5031000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0

Put Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
15.0 0.05 47.3666646011 1665000.0 1.0 -0.001 -0.0 0.00632 0.003 -0.0 0.0
17.5 0.6 47.3666646011 378000.0 17.0 -0.98 -0.01 0.09953 0.051 -0.07 1.05
20.0 3.5 48.0 18000.0 3.0 -1.0 0.01 0.0 0.0 -0.08 3.54

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